-1.4%
PFE vs SN
+671.3%
-672.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | 0.0% |
| 7D | -1.7% | +1.5% | -3.2% | -1.8% |
| 30D | +0.3% | +21.5% | -21.2% | -1.1% |
| 3M | +9.4% | +20.0% | -10.7% | +7.8% |
| 6M | +14.9% | +119.9% | -105.0% | +8.2% |
| YTD | +23.8% | +102.3% | -78.5% | +17.0% |
| 1Y | +19.5% | +148.0% | -128.5% | +11.2% |
| 3Y | +21.0% | +450.0% | -429.0% | +6.4% |
| All | -1.4% | +671.3% | -672.7% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling